improve training and model data
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@ -339,12 +339,64 @@ class TransformerModel:
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# Ensure X_features has the right shape
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if X_features is None:
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# Create dummy features with zeros
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X_features = np.zeros((X_ts.shape[0], self.feature_input_shape))
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# Extract features from time series data if no external features provided
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X_features = self._extract_features_from_timeseries(X_ts)
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elif len(X_features.shape) == 1:
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# Single sample, add batch dimension
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X_features = np.expand_dims(X_features, axis=0)
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def _extract_features_from_timeseries(self, X_ts: np.ndarray) -> np.ndarray:
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"""Extract meaningful features from time series data instead of using dummy zeros"""
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try:
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batch_size = X_ts.shape[0]
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features = []
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for i in range(batch_size):
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sample = X_ts[i] # Shape: (timesteps, features)
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# Extract statistical features from each feature dimension
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sample_features = []
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for feature_idx in range(sample.shape[1]):
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feature_data = sample[:, feature_idx]
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# Basic statistical features
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sample_features.extend([
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np.mean(feature_data), # Mean
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np.std(feature_data), # Standard deviation
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np.min(feature_data), # Minimum
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np.max(feature_data), # Maximum
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np.percentile(feature_data, 25), # 25th percentile
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np.percentile(feature_data, 75), # 75th percentile
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])
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# Trend features
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if len(feature_data) > 1:
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# Linear trend (slope)
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x = np.arange(len(feature_data))
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slope = np.polyfit(x, feature_data, 1)[0]
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sample_features.append(slope)
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# Rate of change
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rate_of_change = (feature_data[-1] - feature_data[0]) / feature_data[0] if feature_data[0] != 0 else 0
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sample_features.append(rate_of_change)
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else:
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sample_features.extend([0.0, 0.0])
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# Pad or truncate to expected feature size
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while len(sample_features) < self.feature_input_shape:
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sample_features.append(0.0)
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sample_features = sample_features[:self.feature_input_shape]
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features.append(sample_features)
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return np.array(features, dtype=np.float32)
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except Exception as e:
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logger.error(f"Error extracting features from time series: {e}")
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# Fallback to zeros if extraction fails
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return np.zeros((X_ts.shape[0], self.feature_input_shape), dtype=np.float32)
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# Get predictions
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y_proba = self.model.predict([X_ts, X_features])
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